"Maybe 'cause I've never had to hide anything from you." But this is something he feels like he does, because he doesn't see the point. Either it happened and Tony can't do anything about it but be angry and retreat into his lab, or he tries to fight Bucky and Steve won't let him. Or it didn't happen to him, but he has no way to verify here, or he knows it doesn't but Steve has to remind him about how his parents did die.

So, really, what's the point? And usually if Steve's gotta bring bad news, then he'll have plans upon plans in tow. Yes, they'll shut down HYDRA, they'll work it out. But not this time.